Disclosed is a method for performing a packet data network (PDN) connection process by a user equipment in a wireless communication system, the method comprising the steps of: transmitting a first PDN connection request to a mobility management entity (MME); and receiving from the MME a response to the first PDN connection request, wherein the first PDN connection request comprises information about groups, and the response to the first PDN connection request comprises information about blocked groups among a plurality of groups and/or unblocked groups among the plurality of groups.